On Tue, 12 Jul 2005, S.O. Nyangoma wrote: > > If they have the same degrees of freedom, use the test statistic > > and not > > the p value for comparing them. > > Z > > I appretiate your input to this discussion. Do you know of a reference > to your statement above?
?? Any basic statistics book? Distribution functions tend to be monotonous. > I had actually used the test-statistic which in my case is r-squared > to compare them. This is in my view was adequate but I also think it > is more convincing to say something about the p-values Not really `more' convincing, it's all pretty equivalent when the number of estimated parameters is the same. You can also compare the fitted models via their associated residual sum of squares which I would find most intuitive because that is the objective function you are trying to minimize via OLS. Z > (difficulties > in computing them, and hence the rationale of solely using the test- > stat). > > regards. Stephen. > > > ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
